Hi @Rhon Dy Tioco,
Thank you for posting in this community.
Share links to files in SharePoint cannot be used in other applications. This is designed by SharePoint.
SharePoint takes the protection and security of files very seriously. A share link in SharePoint even if it is set to anyone, it can only be opened within SharePoint or on a web page and can't be used to be used in other apps. SharePoint is not sure if the app you are going to use is secure or not.
So, I suggest you download the image before using it in your markdown file.
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